Research Article

Feature Selection Method Based on Partial Least Squares and Analysis of Traditional Chinese Medicine Data

Algorithm 1

LAPLS
Input: Dataset D
Output: LAPLS regression equation
Begin:
 (1) Standardize the dataset D to get ;
i = 1
 (2) While (the number of latent variables i has yet to reach satisfactory accuracy)
  (a) Calculate the maximum eigenvalue of the matrix and its corresponding eigenvector ;
     (b) Calculate the latent variables score vectors and based on the feature vector ;
     (c) Calculate the load vector and the square of : , , and the residual information matrix and ;
 End
 (3) Solve the multiple regression equation and denormalize the regression coefficient: ;
 (4) Construct the objective function in conjunction with the L1 regular term constraint: ;
 (5) Use the coordinate descent method to iterate multiple times, solve the compressed regression coefficient , and construct a new regression equation ;
End